Senior Quantitative Analyst - Financial Risk Management

Our client, a prestigious financial institution, is seeking a highly skilled Senior Quantitative Analyst to join its dynamic Risk Management division. This role is critical in developing and implementing sophisticated quantitative models and analytical tools to assess and manage financial risks across various portfolios. The ideal candidate will possess a strong foundation in mathematics, statistics, and finance, coupled with extensive experience in risk modeling, regulatory compliance, and financial data analysis. You will play a key part in ensuring the firm's robust risk management framework and contributing to strategic decision-making in areas such as market risk, credit risk, and operational risk.

Responsibilities:

Develop, implement, and validate quantitative models for market risk, credit risk, and operational risk assessment. Perform complex data analysis on large financial datasets to identify risk drivers and trends. Design and implement stress testing scenarios and backtesting methodologies for risk models. Ensure compliance with relevant regulatory requirements (e.g., Basel III, CCAR) and internal risk policies. Collaborate with trading desks, portfolio managers, and business lines to understand risk exposures and provide analytical support. Prepare detailed reports and presentations on risk exposures, model performance, and regulatory findings for senior management and regulators. Automate and optimize data extraction, processing, and reporting workflows. Stay current with the latest advancements in quantitative finance, risk management techniques, and regulatory developments. Contribute to the development and enhancement of the firm's risk management infrastructure and technology. Mentor junior analysts and contribute to the team's knowledge base and best practices. Assist in the implementation of new risk systems and tools. Conduct ad-hoc analysis to support business decision-making and risk mitigation strategies. Develop and maintain documentation for all models and analytical processes.

Qualifications:

Master's or Ph.D. in a quantitative field such as Mathematics, Statistics, Economics, Physics, or Financial Engineering. Minimum of 5 years of experience in quantitative analysis, risk management, or a related field within the financial services industry. Strong theoretical and practical knowledge of financial markets, risk management principles, and derivatives. Proven experience in building, validating, and implementing quantitative risk models. Expertise in statistical modeling, time series analysis, econometrics, and machine learning techniques. Proficiency in programming languages such as Python, R, C++, or Java, and SQL. Familiarity with financial databases (e.g., Bloomberg, Refinitiv) and data manipulation tools. Solid understanding of regulatory frameworks impacting financial institutions. Excellent analytical, problem-solving, and critical thinking skills. Strong communication and presentation skills, with the ability to articulate complex quantitative concepts to non-technical audiences. Ability to work independently and collaboratively in a demanding environment. This is an exceptional opportunity to advance your career in financial risk management. The position is based in **Houston, Texas, US**, a major hub for the financial industry.